Lanczos algorithm explained in statistics

DOI10.1016/J.RINAM.2025.100666MaRDI QIDQ6878319zbMATH OpenFDO

Authors Qiang Niu, Mianmian Chen, Jinheng Wu

Publication date 6 January 2026

Published in Results in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.RINAM.2025.100666

zbMATH Keywords

Krylov subspaceLanczos algorithmmeanorthogonalizationvariance

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25)

Cites work

• A useful form of unitary matrix obtained from any sequence of unit 2-norm n-vectors
• Accuracy and effectiveness of the Lanczos algorithm for the symmetric eigenproblem
• An augmented stability result for the Lanczos Hermitian matrix tridiagonalization process
• An Implicitly Restarted Refined Bidiagonalization Lanczos Method for Computing a Partial Singular Value Decomposition
• Asymptotic waveform evaluation via a Lanczos method
• Behavior of slightly perturbed Lanczos and conjugate-gradient recurrences
• Computing the smallest singular triplets of a large matrix
• Confluent Vandermonde with Arnoldi
• Error Analysis of the Lanczos Algorithm for Tridiagonalizing a Symmetric Matrix
• Hessenberg Matrix Properties and Ritz Vectors in the Finite-Precision Lanczos Tridiagonalization Process
• Implementation of the lanczos method for structural vibration analysis on a parallel computer
• Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
• Newton-Type Minimization via the Lanczos Method
• On the real convergence rate of the conjugate gradient method
• Predicting the Behavior of Finite Precision Lanczos and Conjugate Gradient Computations
• The Lanczos and Conjugate Gradient Algorithms
• The Lanczos and conjugate gradient algorithms in finite precision arithmetic
• Vandermonde with Arnoldi

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